Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-11-24 00:00:00+00:00 0.523791 0.585259 0.653990 0.737117 0.835720 0.949940 1.093733
2024-12-01 00:00:00+00:00 0.431278 0.503326 0.589087 0.700265 0.842961 1.023398 1.274637
2024-12-08 00:00:00+00:00 0.370250 0.445968 0.540355 0.669367 0.845623 1.085229 1.449411
2024-12-15 00:00:00+00:00 0.340430 0.421983 0.528053 0.680488 0.901857 1.225754 1.766262
2024-12-22 00:00:00+00:00 0.321608 0.409123 0.527463 0.705737 0.980419 1.413228 2.210668
2024-12-29 00:00:00+00:00 0.301604 0.391968 0.518190 0.716142 1.037431 1.579026 2.676281
2025-01-05 00:00:00+00:00 0.283694 0.375583 0.507629 0.722288 1.087686 1.744286 3.206272
2025-01-12 00:00:00+00:00 0.265514 0.356914 0.491390 0.716734 1.116446 1.876811 3.726052
2025-01-19 00:00:00+00:00 0.244103 0.331644 0.462591 0.686818 1.096604 1.909875 4.027711
2025-01-26 00:00:00+00:00 0.233604 0.321795 0.456600 0.694137 1.146079 2.097135 4.830562
2025-02-02 00:00:00+00:00 0.224565 0.313374 0.451924 0.702846 1.199405 2.307825 5.844824
2025-02-09 00:00:00+00:00 0.213434 0.300844 0.439398 0.695815 1.219545 2.446958 6.736006
2025-02-16 00:00:00+00:00 0.203941 0.290624 0.430446 0.695504 1.256558 2.647820 8.079392
2025-02-23 00:00:00+00:00 0.190192 0.272705 0.407121 0.665450 1.223685 2.655042 8.640891
2025-03-02 00:00:00+00:00 0.178264 0.257079 0.386663 0.638959 1.195024 2.667868 9.268028
2025-03-09 00:00:00+00:00 0.173539 0.252954 0.385800 0.650838 1.257437 2.969503 11.818638
2025-03-16 00:00:00+00:00 0.171088 0.252383 0.391044 0.675504 1.355801 3.428889 16.351011
2025-03-23 00:00:00+00:00 0.166714 0.248262 0.389522 0.685887 1.420687 3.810767 21.550427
2025-03-30 00:00:00+00:00 0.162072 0.243393 0.386223 0.692043 1.475961 4.189311 28.348284
2025-04-06 00:00:00+00:00 0.156333 0.236296 0.378249 0.687036 1.499638 4.457817 35.398071
2025-04-13 00:00:00+00:00 0.148135 0.224512 0.360705 0.658948 1.452633 4.405845 37.667907
2025-04-20 00:00:00+00:00 0.144698 0.220962 0.358667 0.665939 1.510109 4.857411 52.408113
2025-04-27 00:00:00+00:00 0.141607 0.217855 0.357253 0.674209 1.573659 5.386718 76.804076